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CONVERGENCE ANALYSIS ON ITERATIVE METHODS FOR SEMIDEFINITE SYSTEMS

CONVERGENCE ANALYSIS ON ITERATIVE METHODS FOR SEMIDEFINITE SYSTEMS
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摘要 The convergence analysis on the general iterative methods for the symmetric and positive semidefinite problems is presented in this paper. First, formulated are refined necessary and sumcient conditions for the energy norm convergence for iterative methods. Some illustrative examples for the conditions are also provided. The sharp convergence rate identity for the Gauss-Seidel method for the semidefinite system is obtained relying only on the pure matrix manipulations which guides us to obtain the convergence rate identity for the general successive subspace correction methods. The convergence rate identity for the successive subspace correction methods is obtained under the new conditions that the local correction schemes possess the local energy norm convergence. A convergence rate estimate is then derived in terms of the exact subspace solvers and the parameters that appear in the conditions. The uniform convergence of multigrid method for a model problem is proved by the convergence rate identity. The work can be regradled as unified and simplified analysis on the convergence of iteration methods for semidefinite problems [8, 9]. The convergence analysis on the general iterative methods for the symmetric and positive semidefinite problems is presented in this paper. First, formulated are refined necessary and sumcient conditions for the energy norm convergence for iterative methods. Some illustrative examples for the conditions are also provided. The sharp convergence rate identity for the Gauss-Seidel method for the semidefinite system is obtained relying only on the pure matrix manipulations which guides us to obtain the convergence rate identity for the general successive subspace correction methods. The convergence rate identity for the successive subspace correction methods is obtained under the new conditions that the local correction schemes possess the local energy norm convergence. A convergence rate estimate is then derived in terms of the exact subspace solvers and the parameters that appear in the conditions. The uniform convergence of multigrid method for a model problem is proved by the convergence rate identity. The work can be regradled as unified and simplified analysis on the convergence of iteration methods for semidefinite problems [8, 9].
出处 《Journal of Computational Mathematics》 SCIE EI CSCD 2008年第6期797-815,共19页 计算数学(英文)
基金 NSFC 10501001 NSF-DMS 0753111 NSF DMS-0609727 NSF DMS-0749202 NSFC-10528102 NSF DMS-0511800 NSF DMS-0749202
关键词 Semidefinite systems Subspace correction methods Iterative methods Energy norm convergence. Semidefinite systems, Subspace correction methods, Iterative methods, Energy norm convergence.
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参考文献23

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